For me, "Ik houd van onder..." and "ik houd ervan om onder..." sound equally good. I think it's better to put a comma after "lopen", and I would say "omdat de zon te fel is", though "helder" is not wrong.

But even after all that, it's still a sentence I would never say, because of the "onder de wolken" part. As if the sun is not too bright if I sit or do something else, or as if it were possible to walk above the clouds as well. So I would rather say something like:Ik hou van bewolkt weer (wanneer ik loop), omdat de zon te fel is.